My desktop system contains multiple drives and it seems the game may not like that. All games from Steam get installed to my X: drive (240GB Toshiba SSD). After opening the game for the first time the first thing I did was to open the settings to adjust the volume of the music. (I hate loud music in games and usually keep it quite low.) After adjusting the volume I got an on screen message saying that I needed to free up space on my C: drive for game saves. My C: drive is a WD 1TB SATA drive which currently has 490GB free. I suspect the problem is related to the game not actually being installed on my C: drive. I'm honestly quite surprised that this is even an issue. It might have been an issue back in the early days of computer gaming, more than a few games in the 70s and 80s did not allow for secondary drives, but I think the last time I had a problem of that nature it was in the early 90s.
Found it happens every time I start a new game.